test_white_signals.py 文件源码

def solve(self, other):
        if other.ndim == 1:
            Nx = np.array(other / self.N)
        elif other.ndim == 2:
            Nx = np.array(other / self.N[:,None])
        UNx = np.dot(self.U.T, Nx)

        Sigma = np.diag(1/self.J) + np.dot(self.U.T, self.U/self.N[:,None])
        cf = sl.cho_factor(Sigma)
        if UNx.ndim == 1:
            tmp = np.dot(self.U, sl.cho_solve(cf, UNx)) / self.N
        else:
            tmp = np.dot(self.U, sl.cho_solve(cf, UNx)) / self.N[:,None]
        return Nx - tmp